This would be the first public weapons test since talks between North Korean leader Kim Jong-un and US President Donald Trump ended without agreement.
North Korea made a similar claim last year in what observers saw as an attempt to apply pressure on the US.
Last week, Mr Kim said Mr Trump needed to have the "right attitude" for talks to continue after the summit between the two broke up in February.
What is North Korea claiming?According to KCNA, the test was overseen by Mr Kim himself.
The weapon has a "peculiar mode of guiding flight", KCNA reported, adding that the test was "conducted in various modes of firing at different targets".
Mr Kim said the development was "of very weighty significance in increasing the combat power of the People's Army".
No other details were given, including if it was a type of missile. But the word tactical implies that it is a short-range weapon rather than the long-range ballistic missiles seen as a threat to the US.
Satellite images at North Korea's main nuclear site last week showed movement, suggesting the country could be reprocessing radioactive material into bomb fuel.
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The country claims to have developed a nuclear bomb small enough to fit on a long-range missile, as well as ballistic missiles that could potentially reach the mainland US.
North Korea analyst Ankit Panda noted that the latest announcement followed fresh US-South Korean military exercises, describing the reported test as "tit-for-tat".